The incident happened on Copley Hill in Wortley at about 2.50pm on Monday and officers believe it may have been domestic related.
A witness heard people shouting and arguing before seeing the woman in the Mercedes A-Class car.
The car, registration YD67 AJV, was later recovered in Nottinghamshire.
Four men have been arrested in connection with the incident and were today in custody.
Det Insp Richard Holmes, of Leeds District CID, said: “We are trying to establish the full circumstances surrounding this incident and are appealing for anyone with information to contact us.
“We are also appealing directly to the woman who was seen in the car.
“If that was you, we would like to hear from you so that we can confirm you are okay.
“It may well be that there is an explanation for what was seen and it could potentially have been some sort of domestic related incident.
“We are continuing to carry out enquiries to satisfy ourselves that there are no wider issues and would urge anyone with information to contact us.”
Ring Leeds District CID on 101, quoting reference number 13180154833, or call Crimestoppers anonymously on 0800 555111.